NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 82.40 82.39 -0.01 0.0% 84.74
High 83.74 82.73 -1.01 -1.2% 85.13
Low 81.75 80.80 -0.95 -1.2% 79.10
Close 82.06 81.91 -0.15 -0.2% 82.06
Range 1.99 1.93 -0.06 -3.0% 6.03
ATR 2.42 2.39 -0.04 -1.5% 0.00
Volume 217,690 301,044 83,354 38.3% 1,137,407
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.60 86.69 82.97
R3 85.67 84.76 82.44
R2 83.74 83.74 82.26
R1 82.83 82.83 82.09 82.32
PP 81.81 81.81 81.81 81.56
S1 80.90 80.90 81.73 80.39
S2 79.88 79.88 81.56
S3 77.95 78.97 81.38
S4 76.02 77.04 80.85
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 100.19 97.15 85.38
R3 94.16 91.12 83.72
R2 88.13 88.13 83.17
R1 85.09 85.09 82.61 83.60
PP 82.10 82.10 82.10 81.35
S1 79.06 79.06 81.51 77.57
S2 76.07 76.07 80.95
S3 70.04 73.03 80.40
S4 64.01 67.00 78.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.78 79.10 5.68 6.9% 3.07 3.8% 49% False False 261,685
10 89.53 79.10 10.43 12.7% 2.75 3.4% 27% False False 206,439
20 93.82 79.10 14.72 18.0% 2.46 3.0% 19% False False 166,143
40 94.42 79.10 15.32 18.7% 2.04 2.5% 18% False False 121,620
60 99.36 79.10 20.26 24.7% 1.80 2.2% 14% False False 101,989
80 102.72 79.10 23.62 28.8% 1.65 2.0% 12% False False 92,188
100 103.66 79.10 24.56 30.0% 1.53 1.9% 11% False False 84,995
120 103.66 79.10 24.56 30.0% 1.43 1.7% 11% False False 77,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.93
2.618 87.78
1.618 85.85
1.000 84.66
0.618 83.92
HIGH 82.73
0.618 81.99
0.500 81.77
0.382 81.54
LOW 80.80
0.618 79.61
1.000 78.87
1.618 77.68
2.618 75.75
4.250 72.60
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 81.86 81.80
PP 81.81 81.69
S1 81.77 81.58

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These figures are updated between 7pm and 10pm EST after a trading day.

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